Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117305.2991 | 50211.8427 | 67093.4564 | 153942.9954 | 51782.4543 | 102160.5411 |
Total P&L (%) | 117.3053 | 50.2118 | 67.0935 | 153.943 | 51.7825 | 102.1605 |
Avg Daily Profit (%) | 0.4504 | 0.1928 | 0.2576 | 0.3585 | 0.1604 | 0.2707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52723 | -35900 | -32507 | -101625 | -78885 | -56392 |
Profit Factor | 1.5134 | 1.4627 | 1.5593 | 1.3405 | 1.2361 | 1.4388 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 44.586 | 45.5696 | 43.5897 | 44.586 | 45.5696 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.8809 | 1.7471 | 2.0179 | 1.666 | 1.4765 | 1.862 |
Largest Winning Trade | 34671 | 34671 | 23079 | 58524 | 58524 | 31630 |
Largest Losing Trade | -10438 | -10438 | -9939 | -21678 | -21678 | -18479 |
Avg Bars in Trades | 153 | 82 | 225 | 153 | 82 | 225 |
Avg Bars in Winners | 226 | 103 | 355 | 226 | 103 | 355 |
Avg Bars in Losers | 95 | 64 | 124 | 95 | 64 | 124 |
Bars Traded | 24101 | 6521 | 17581 | 24101 | 6521 | 17581 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344966 | -21646 | -27647 | 278637 | -24315 | -28078 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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